Downloading ^NDX...
================================================================================ NASDAQ-100 (1986 → 2026) ================================================================================ --- OVERALL (No Regime Filter) --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 57.7% │ +0.3% 1 month later │ 62.7% │ +1.3% 2 months later │ 66.5% │ +2.7% 3 months later │ 69.8% │ +4.1% 6 months later │ 74.3% │ +8.4% 1 year later │ 81.7% │ +17.3% --- ABOVE 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 60.3% │ +0.4% 1 month later │ 67.8% │ +1.7% 2 months later │ 73.8% │ +3.5% 3 months later │ 78.7% │ +5.3% 6 months later │ 89.1% │ +10.7% 1 year later │ 89.1% │ +22.0% --- BELOW 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 51.9% │ +1.5% 1 month later │ 54.3% │ +6.8% 2 months later │ 57.9% │ +15.1% 3 months later │ 63.1% │ +25.9% 6 months later │ 65.9% │ +56.3% 1 year later │ 74.7% │ +128.1% Downloading ^IXIC...
================================================================================ NASDAQ Composite (1971 → 2026) ================================================================================ --- OVERALL (No Regime Filter) --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 57.8% │ +0.2% 1 month later │ 61.6% │ +1.0% 2 months later │ 64.0% │ +2.1% 3 months later │ 65.6% │ +3.1% 6 months later │ 69.9% │ +6.3% 1 year later │ 75.9% │ +12.8% --- ABOVE 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 61.3% │ +0.3% 1 month later │ 68.0% │ +1.4% 2 months later │ 72.0% │ +2.8% 3 months later │ 75.9% │ +4.2% 6 months later │ 87.4% │ +8.5% 1 year later │ 86.1% │ +17.2% --- BELOW 200 SMA --- Horizon │ Up % │ Overall ──────────────────── ┼ ────── ┼ ──────── 1 week later │ 50.8% │ +0.9% 1 month later │ 50.1% │ +3.8% 2 months later │ 54.6% │ +7.8% 3 months later │ 56.2% │ +12.0% 6 months later │ 59.1% │ +26.1% 1 year later │ 72.6% │ +59.5%
NASDAQ 100 | 24,977.04 | 2026-02-24
2,500,000 simulations across 5 models (worst-case ensemble)
90% 95% 97% 99%
────────────────────────────────────────────────────────────
End of Week (Feb 27) 24,046 23,824 23,581 22,883 ▼ downside
-3.7% -4.6% -5.6% -8.4%
25,998 26,270 26,534 27,228 ▲ upside
+4.1% +5.2% +6.2% +9.0%
End of Month (Feb 28) 24,046 23,825 23,589 22,876 ▼ downside
-3.7% -4.6% -5.6% -8.4%
25,995 26,264 26,527 27,220 ▲ upside
+4.1% +5.2% +6.2% +9.0%
End of Qtr (Mar 31) 22,215 21,605 21,030 19,843 ▼ downside
-11.1% -13.5% -15.8% -20.6%
29,027 30,007 30,740 32,526 ▲ upside
+16.2% +20.1% +23.1% +30.2%
============================================================ Hyperliquid XYZ100-USDC (Daily) + Nasdaq Index (NDX) ============================================================ [1] Fetching XYZ100 daily candles... Fetching candles for xyz:XYZ100...
✓ Saved 135 candles -> xyz100_candles_daily.csv [2] Fetching current funding...
Funding: 0.0006%/hr (+5.5% APR) Mark: $24,950.00 | Oracle: $24,943.00 Open Interest: 5,374.45 [3] Fetching Nasdaq Index (daily)... ✓ ^NDX fetched and aligned [4] Plotting chart...
✓ Chart saved to xyz100_daily_ndx_overlay_and_spread.png
Done.
YF.download() has changed argument auto_adjust default to True
🕒 LIVE MODE: Using latest data (2026-02-24)
============================================================
📊 CURRENT MARKET CONDITIONS
============================================================
📅 Time Period:
Date: 2026-02-24 00:00:00
Month: 2
Quarter: Q1
Cycle Year: Year2
💰 Price:
Close: $25,016.25
📏 Range Position (20D):
Zone: 4 of 10 (30-40%)
Position: 36.8% [███████░░░░░░░░░░░░░]
Range: $24,239.75 (low) — $26,349.00 (high)
🏔️ ATH Drawdown:
Drawdown: -4.75%
Zone: 1 of 20 (Near ATH)
🌪️ Volatility (20D Range Width):
Width%: 8.43%
Zone: 12 of 20
📈 Moving Average Position:
20 MA: $25,243.75 (BELOW ↓, -0.90%)
50 MA: $25,439.35 (BELOW ↓, -1.66%)
200 MA: $24,160.12 (ABOVE ↑, +3.54%)
🎯 Trend Summary:
Neutral/BULLISH - Price above 200 MA only
============================================================
🎯 SMART FILTER APPLIED:
Latest data: 2026-02-24 00:00:00
Current price: $25,016.25
- 50 MA: BELOW ↓ $25,439.35 (-1.7%)
- 200 MA: ABOVE ↑ $24,160.12 (+3.5%)
- Range Zone: 4 (30-40%) [Position: 36.8%] | Range: $24,239.75 - $26,349.00
- ATH Drawdown Zone: 1/20 (DD: -4.7%)
🔴 Days Since 20D HIGH = 18 days (2 occurrences) =============================================== Period Count Avg Return Median Win Rate Best Worst Std Dev 68% Range --------------------------------------------------------------------------------------- 1D 1 -3.05% -3.05% 0.0% -3.05% -3.05% nan% nan% to nan% 2D 1 -6.73% -6.73% 0.0% -6.73% -6.73% nan% nan% to nan% 3D 1 -11.11% -11.11% 0.0% -11.11% -11.11% nan% nan% to nan% 5D 1 -6.42% -6.42% 0.0% -6.42% -6.42% nan% nan% to nan% 7D 1 -3.79% -3.79% 0.0% -3.79% -3.79% nan% nan% to nan% 10D 1 -5.41% -5.41% 0.0% -5.41% -5.41% nan% nan% to nan% 15D 1 -4.64% -4.64% 0.0% -4.64% -4.64% nan% nan% to nan% 20D 1 -2.74% -2.74% 0.0% -2.74% -2.74% nan% nan% to nan% 30D 1 -7.02% -7.02% 0.0% -7.02% -7.02% nan% nan% to nan% 60D 1 1.81% 1.81% 100.0% 1.81% 1.81% nan% nan% to nan% 90D 1 2.44% 2.44% 100.0% 2.44% 2.44% nan% nan% to nan% 🟢 Days Since 20D LOW = 11 days (2 occurrences) ============================================== Period Count Avg Return Median Win Rate Best Worst Std Dev 68% Range ------------------------------------------------------------------------------------ 1D 1 -0.19% -0.19% 0.0% -0.19% -0.19% nan% nan% to nan% 2D 1 -1.01% -1.01% 0.0% -1.01% -1.01% nan% nan% to nan% 3D 1 -1.86% -1.86% 0.0% -1.86% -1.86% nan% nan% to nan% 5D 1 -3.08% -3.08% 0.0% -3.08% -3.08% nan% nan% to nan% 7D 1 -0.08% -0.08% 0.0% -0.08% -0.08% nan% nan% to nan% 10D 1 -2.32% -2.32% 0.0% -2.32% -2.32% nan% nan% to nan% 15D 1 1.00% 1.00% 100.0% 1.00% 1.00% nan% nan% to nan% 20D 1 1.44% 1.44% 100.0% 1.44% 1.44% nan% nan% to nan% 30D 1 2.74% 2.74% 100.0% 2.74% 2.74% nan% nan% to nan% 60D 1 7.42% 7.42% 100.0% 7.42% 7.42% nan% nan% to nan% 90D 1 12.27% 12.27% 100.0% 12.27% 12.27% nan% nan% to nan%
🛑 TRADE DECISION: DO NOTHING | No signals passed thresholds. ✅ Analysis complete!
Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows | 1985-10-01 → 2026-02-24 Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows | 1985-10-01 → 2026-02-24
Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows | 1985-10-01 → 2026-02-24
Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows | 1985-10-01 → 2026-02-24 Current period: 2024-09-10 to 2026-02-24 Current cycle year: Year2
====================================================================== NASDAQ 100 (^NDX) ====================================================================== Downloading ^NDX data from Yahoo Finance...
Downloaded 10178 rows | 1985-10-01 → 2026-02-24 ============================================================ BEST LINEAR REGRESSION FIT — Nasdaq 100 ============================================================ Lookback Period: 4250 trading days R² Score: 0.9846 P-Value: 0.00e+00
====================================================================== S&P 500 (^GSPC) ====================================================================== Downloading ^GSPC data from Yahoo Finance...
Downloaded 24653 rows | 1927-12-30 → 2026-02-24 ============================================================ BEST LINEAR REGRESSION FIT — S&P 500 ============================================================ Lookback Period: 4230 trading days R² Score: 0.9809 P-Value: 0.00e+00 ====================================================================== SEMICONDUCTORS (SMH) ====================================================================== Downloading SMH data from Yahoo Finance...
Downloaded 6469 rows | 2000-06-05 → 2026-02-24 ============================================================ BEST LINEAR REGRESSION FIT — Semiconductors (SMH) ============================================================ Lookback Period: 3660 trading days R² Score: 0.9758 P-Value: 0.00e+00
====================================================================== GOLD (GC=F) ====================================================================== Downloading GC=F data from Yahoo Finance...
Downloaded 6394 rows | 2000-08-30 → 2026-02-24 ============================================================ BEST LINEAR REGRESSION FIT — Gold ============================================================ Lookback Period: 610 trading days R² Score: 0.9639 P-Value: 0.00e+00
============================================================
DONCHIAN SLIM – ^NDX | 2026-02-24
============================================================
🔴 BEAR since 2026-02-04 (bar 13) ─ SHORT THE RIP
Entry: 24,891.24 → Current: 24,977.04 (-0.34%)
Pool: BEAR above 200MA (n=85)
DURATION ─ how old is this trend vs history?
# where this trend sits in the historical duration distribution
Percentile: 16th ████░░░░░░░░░░░░░░░░░░░░░
# how long similar trends typically last
Median: 26 bars | Mean: 31 | P75: 42 | P90: 57
RETURN ─ how does this move compare to past trends?
# open P&L ranked against all completed trades in this pool
Current: -0.34% (percentile: 76th) ███████████████████░░░░░░
# best price seen this trend vs how much is still open profit
MFE: 2.02% (retaining -17%) ░░░░░░░░░░░░░░░░░░░░░░░░░
# typical completed trade returns for this pool
Hist median: -3.63% | mean: -2.34%
SUCCESS RATE ─ what are the odds from here?
# % of trades in this pool that were profitable at exit
Win rate: 23.5% █████░░░░░░░░░░░░░░░░░░░░
# % of trends that lasted at least this many bars
Survival: 83.5% ████████████████████░░░░░ (≥13 bars)
# of trades that reached this bar, how many gained more after
From here: 14% positive ███░░░░░░░░░░░░░░░░░░░░░░ (n=70)
# expected remaining return from this point to trend end
median remaining: -3.11%
TAKE PROFIT ─ scale out ⅓ at each level
(from entry 24,891.24)
# ✅ = already reached ⏳ = not yet
T1 ⅓ 1.55% → 24,504.93 ✅ P(75%)
T2 ⅓ 3.81% → 23,942.42 ⏳ P(50%)
T3 ⅓ trail 9.03% → 22,644.06 ⏳ P(25%)
STOP ─ where to get out if wrong
DC Upper: 26,165.08 (4.76% risk)
2-ATR: 25,848.28 (3.49% risk)
EXPECTANCY ─ SHORT THE RIP
EV: -1.46% per trade ⚠️ negative
(WR 24% × 5.12% reward − 76% × 3.49% risk)
ALL SETUPS ─ historical EV comparison for ^NDX
Setup n WR Avg MFE EV
────────────────────────────── ──── ───── ──────── ────────
TREND (BULL above MA) 87 56% 7.52% +2.71% ✅
BUY THE DIP (BULL below) 32 53% 9.48% +3.40% ✅
SHORT THE RIP (BEAR above) 85 24% 4.80% -1.54% ⚠️ ◀
TREND (BEAR below MA) 33 30% 5.28% -0.83% ⚠️
(EV = WR × avg MFE reward − (1−WR) × 3.49% ATR risk)
============================================================
SUMMARY
────────────────────────────────────────────────────────
^NDX has been bearish for 13 bars — still early
at the 16th duration percentile. This is a short the rip setup.
The -0.34% move is already larger than most
(76th percentile), and the trend hit 2.02% MFE but has reversed through entry.
Most trends like this are still going at this point, with a 24% historical
win rate for this setup. Most of the move is likely behind us.
The donchian upper band at 26,165.08 (4.76% away) is the natural stop.
Chart saved → donchian_slim_chart.png
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ S&P 500 (^GSPC) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading ^GSPC …
24653 rows | 1927-12-30 → 2026-02-24 Regression: 4230 day lookback R²=0.9809
DONCHIAN SLIM - ^GSPC | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-05 (bar 53) - TREND
Entry: 6,870.40 -> Current: 6,890.07 (+0.29%) Pool: BULL above 200MA (n=208)
DURATION | RETURN | SUCCESS RATE
Pctile: 70th | Current: 0.29% (53th pctile) | WR: 49.5%
Median: 34 bars Mean: 46 | MFE: 1.92% (retaining 15%) | Surv: 30.3% (>=53 bars)
P75: 63 P90: 94 | Hist med: -0.05% avg: 1.61% | From here: 39% pos (n=61)
| | Med remaining: -1.36%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 6,870.40) | STOP | EXPECTANCY - TREND
T1 1.90% -> 7,001 [x] | DC Lower: 6,775.50 | EV: +1.09% [+]
T2 4.48% -> 7,178 [ ] | (1.66% risk) | WR 50% x 4.77% rwd
T3 trail 8.84% -> 7,478 [ ] | 2-ATR: 6,716.31 | - 50% x 2.52% risk
| (2.52% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^GSPC bullish 53 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (70th pctile)
TREND (BULL above MA) 208 50% 5.07% +1.24% < | This is a trend-following setup
BUY THE DIP (BULL below) 102 40% 5.27% +0.61% | 0.29% gain is around typical (53th)
SHORT THE RIP (BEAR above) 205 22% 2.71% -1.37% | majority already reversed, 50% WR
TREND (BEAR below MA) 106 46% 6.33% +1.57% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.52% risk) | Stop: 6,775.50 (1.66% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Nasdaq 100 (^NDX)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading ^NDX …
10178 rows | 1985-10-01 → 2026-02-24 Regression: 4250 day lookback R²=0.9846
DONCHIAN SLIM - ^NDX | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 13) - SHORT THE RIP
Entry: 24,891.24 -> Current: 24,977.04 (-0.34%) Pool: BEAR above 200MA (n=85)
DURATION | RETURN | SUCCESS RATE
Pctile: 16th | Current: -0.34% (76th pctile) | WR: 23.5%
Median: 26 bars Mean: 31 | MFE: 2.02% (retaining -17%) | Surv: 83.5% (>=13 bars)
P75: 42 P90: 57 | Hist med: -3.63% avg: -2.34% | From here: 14% pos (n=70)
| | Med remaining: -3.11%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 24,891.24) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.55% -> 24,505 [x] | DC Upper: 26,165.08 | EV: -1.46% [!]
T2 3.81% -> 23,942 [ ] | (4.76% risk) | WR 24% x 5.12% rwd
T3 trail 9.03% -> 22,644 [ ] | 2-ATR: 25,848.28 | - 76% x 3.49% risk
| (3.49% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^NDX bearish 13 bars
---------------------------- ---- ----- ------- -------- | still early (16th pctile)
TREND (BULL above MA) 87 56% 7.52% +2.71% | This is a short the rip setup
BUY THE DIP (BULL below) 32 53% 9.48% +3.40% | -0.34% move is larger than most (76th)
SHORT THE RIP (BEAR above) 85 24% 4.80% -1.54% < | most trends still going, 24% WR
TREND (BEAR below MA) 33 30% 5.28% -0.83% | most of the move likely done
(EV = WR x MFE - (1-WR) x 3.49% risk) | Stop: 26,165.08 (4.76% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Russell 2000 (^RUT)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading ^RUT …
9687 rows | 1987-09-10 → 2026-02-24 Regression: 4180 day lookback R²=0.9083
DONCHIAN SLIM - ^RUT | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-03 (bar 55) - TREND
Entry: 2,512.14 -> Current: 2,652.33 (+5.58%) Pool: BULL above 200MA (n=80)
DURATION | RETURN | SUCCESS RATE
Pctile: 65th | Current: 5.58% (78th pctile) | WR: 51.2%
Median: 40 bars Mean: 51 | MFE: 8.88% (retaining 63%) | Surv: 35.0% (>=55 bars)
P75: 72 P90: 98 | Hist med: 0.21% avg: 2.03% | From here: 46% pos (n=28)
| | Med remaining: -1.31%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,512.14) | STOP | EXPECTANCY - TREND
T1 2.39% -> 2,572 [x] | DC Lower: 2,569.23 | EV: -0.99% [!]
T2 6.11% -> 2,666 [x] | (3.13% risk) | WR 51% x 1.76% rwd
T3 trail 10.64% -> 2,779 [ ] | 2-ATR: 2,549.45 | - 49% x 3.88% risk
| (3.88% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ^RUT bullish 55 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (65th pctile)
TREND (BULL above MA) 80 51% 6.38% +1.38% < | This is a trend-following setup
BUY THE DIP (BULL below) 36 64% 8.27% +3.88% | 5.58% move is larger than most (78th)
SHORT THE RIP (BEAR above) 78 31% 4.00% -1.45% | majority already reversed, 51% WR
TREND (BEAR below MA) 39 36% 6.12% -0.29% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 3.88% risk) | Stop: 2,569.23 (3.13% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
S&P 500 Futures (ES) (ES=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading ES=F …
6422 rows | 2000-09-18 → 2026-02-24 Regression: 4230 day lookback R²=0.9812
DONCHIAN SLIM - ES=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-22 (bar 42) - TREND
Entry: 6,930.25 -> Current: 6,900.00 (-0.44%) Pool: BULL above 200MA (n=51)
DURATION | RETURN | SUCCESS RATE
Pctile: 47th | Current: -0.44% (41th pctile) | WR: 58.8%
Median: 44 bars Mean: 55 | MFE: 1.63% (retaining -27%) | Surv: 52.9% (>=42 bars)
P75: 80 P90: 106 | Hist med: 1.98% avg: 1.83% | From here: 41% pos (n=27)
| | Med remaining: -0.75%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 6,930.25) | STOP | EXPECTANCY - TREND
T1 2.09% -> 7,075 [ ] | DC Lower: 6,751.50 | EV: +2.25% [+]
T2 5.00% -> 7,277 [ ] | (2.15% risk) | WR 59% x 5.89% rwd
T3 trail 9.19% -> 7,567 [ ] | 2-ATR: 6,696.62 | - 41% x 2.95% risk
| (2.95% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ES=F bullish 42 bars
---------------------------- ---- ----- ------- -------- | developing but has room (47th pctile)
TREND (BULL above MA) 51 59% 5.42% +1.98% < | This is a trend-following setup
BUY THE DIP (BULL below) 20 45% 6.46% +1.29% | -0.44% gain is around typical (41th)
SHORT THE RIP (BEAR above) 52 17% 3.35% -1.86% | ~half have ended by now, 59% WR
TREND (BEAR below MA) 19 37% 7.50% +0.90% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.95% risk) | Stop: 6,751.50 (2.15% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Nasdaq 100 Futures (NQ) (NQ=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading NQ=F …
6422 rows | 2000-09-18 → 2026-02-24 Regression: 4250 day lookback R²=0.9849
DONCHIAN SLIM - NQ=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 13) - SHORT THE RIP
Entry: 24,999.25 -> Current: 25,016.25 (-0.07%) Pool: BEAR above 200MA (n=47)
DURATION | RETURN | SUCCESS RATE
Pctile: 21th | Current: -0.07% (85th pctile) | WR: 14.9%
Median: 25 bars Mean: 29 | MFE: 3.04% (retaining -2%) | Surv: 78.7% (>=13 bars)
P75: 41 P90: 50 | Hist med: -4.14% avg: -3.31% | From here: 8% pos (n=37)
| | Med remaining: -3.04%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 24,999.25) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.45% -> 24,638 [x] | DC Upper: 26,349.00 | EV: -3.02% [!]
T2 3.36% -> 24,161 [ ] | (5.33% risk) | WR 15% x 3.94% rwd
T3 trail 6.81% -> 23,296 [ ] | 2-ATR: 26,075.62 | - 85% x 4.23% risk
| (4.23% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NQ=F bearish 13 bars
---------------------------- ---- ----- ------- -------- | still early (21th pctile)
TREND (BULL above MA) 53 58% 6.77% +2.20% | This is a short the rip setup
BUY THE DIP (BULL below) 18 61% 12.84% +6.20% | -0.07% move is in the top tier (85th)
SHORT THE RIP (BEAR above) 47 15% 3.87% -3.03% < | most trends still going, 15% WR
TREND (BEAR below MA) 23 35% 8.23% +0.10% | most of the move likely done
(EV = WR x MFE - (1-WR) x 4.23% risk) | Stop: 26,349.00 (5.33% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Semiconductors (SMH) (SMH)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading SMH …
6469 rows | 2000-06-05 → 2026-02-24 Regression: 3660 day lookback R²=0.9758
DONCHIAN SLIM - SMH | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-03 (bar 55) - TREND
Entry: 363.24 -> Current: 419.16 (+15.39%) Pool: BULL above 200MA (n=61)
DURATION | RETURN | SUCCESS RATE
Pctile: 80th | Current: 15.39% (93th pctile) | WR: 39.3%
Median: 29 bars Mean: 39 | MFE: 16.09% (retaining 96%) | Surv: 19.7% (>=55 bars)
P75: 43 P90: 85 | Hist med: -2.23% avg: 0.32% | From here: 58% pos (n=12)
| | Med remaining: 1.50%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 363.24) | STOP | EXPECTANCY - TREND
T1 2.50% -> 372 [x] | DC Lower: 374.24 | EV: -3.83% [!]
T2 6.09% -> 385 [x] | (10.72% risk) | WR 39% x 0.00% rwd
T3 trail 12.26% -> 408 [x] | 2-ATR: 392.68 | - 61% x 6.32% risk
| (6.32% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SMH bullish 55 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (80th pctile)
TREND (BULL above MA) 61 39% 6.95% -1.10% < | This is a trend-following setup
BUY THE DIP (BULL below) 28 50% 10.71% +2.19% | 15.39% move is in the top tier (93th)
SHORT THE RIP (BEAR above) 55 16% 3.80% -4.66% | very few last this long, 39% WR
TREND (BEAR below MA) 34 35% 8.13% -1.22% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 6.32% risk) | Stop: 374.24 (10.72% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Magnificent 7 (MAGS) (MAGS)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading MAGS …
721 rows | 2023-04-11 → 2026-02-24
Regression: 720 day lookback R²=0.9382
DONCHIAN SLIM - MAGS | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-20 (bar 24) - SHORT THE RIP
Entry: 62.94 -> Current: 62.31 (+1.00%) Pool: all BEAR (n=5)
DURATION | RETURN | SUCCESS RATE
Pctile: 40th | Current: 1.00% (80th pctile) | WR: 20.0%
Median: 33 bars Mean: 32 | MFE: 4.46% (retaining 22%) | Surv: 60.0% (>=24 bars)
P75: 40 P90: 49 | Hist med: -6.26% avg: -3.92% | From here: 0% pos (n=3)
| | Med remaining: -5.47%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 62.94) | STOP | EXPECTANCY - SHORT THE RIP
| DC Upper: 67.09 | Insufficient data
| (7.67% risk) |
| 2-ATR: 64.91 |
| (4.17% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MAGS bearish 24 bars
---------------------------- ---- ----- ------- -------- | developing but has room (40th pctile)
TREND (BULL above MA) - - - - | This is a short the rip setup
BUY THE DIP (BULL below) - - - - | 1.00% move is larger than most (80th)
SHORT THE RIP (BEAR above) - - - - | ~half have ended by now, 20% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 4.17% risk) | Stop: 67.09 (7.67% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Tech Select (XLK) (XLK)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading XLK …
6834 rows | 1998-12-22 → 2026-02-24 Regression: 4370 day lookback R²=0.9846
DONCHIAN SLIM - XLK | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 13) - SHORT THE RIP
Entry: 138.12 -> Current: 140.32 (-1.59%) Pool: BEAR above 200MA (n=54)
DURATION | RETURN | SUCCESS RATE
Pctile: 20th | Current: -1.59% (74th pctile) | WR: 18.5%
Median: 22 bars Mean: 28 | MFE: 2.20% (retaining -72%) | Surv: 79.6% (>=13 bars)
P75: 34 P90: 55 | Hist med: -3.42% avg: -2.86% | From here: 19% pos (n=42)
| | Med remaining: -2.19%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 138.12) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.40% -> 136 [x] | DC Upper: 149.90 | EV: -3.15% [!]
T2 3.55% -> 133 [ ] | (6.83% risk) | WR 19% x 5.46% rwd
T3 trail 6.91% -> 129 [ ] | 2-ATR: 147.48 | - 81% x 5.10% risk
| (5.10% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | XLK bearish 13 bars
---------------------------- ---- ----- ------- -------- | still early (20th pctile)
TREND (BULL above MA) 58 57% 7.28% +1.94% | This is a short the rip setup
BUY THE DIP (BULL below) 21 52% 10.58% +3.12% | -1.59% move is larger than most (74th)
SHORT THE RIP (BEAR above) 54 19% 3.95% -3.42% < | most trends still going, 19% WR
TREND (BEAR below MA) 25 40% 10.44% +1.11% | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.10% risk) | Stop: 149.90 (6.83% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Uranium (URA) (URA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading URA …
3847 rows | 2010-11-05 → 2026-02-24 Regression: 1810 day lookback R²=0.8619
DONCHIAN SLIM - URA | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-01-05 (bar 34) - TREND
Entry: 48.63 -> Current: 54.95 (+13.00%) Pool: BULL above 200MA (n=14)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 13.00% (71th pctile) | WR: 35.7%
Median: 34 bars Mean: 41 | MFE: 28.07% (retaining 46%) | Surv: 50.0% (>=34 bars)
P75: 50 P90: 82 | Hist med: -3.12% avg: 2.84% | From here: 29% pos (n=7)
| | Med remaining: -8.93%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 48.63) | STOP | EXPECTANCY - TREND
T1 3.50% -> 50 [x] | DC Lower: 49.11 | EV: -5.05% [!]
T2 9.47% -> 53 [x] | (10.63% risk) | WR 36% x 7.29% rwd
T3 trail 37.71% -> 67 [ ] | 2-ATR: 48.41 | - 64% x 11.91% risk
| (11.91% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | URA bullish 34 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 14 36% 16.89% -1.62% < | This is a trend-following setup
BUY THE DIP (BULL below) 31 42% 10.97% -2.31% | 13.00% move is larger than most (71th)
SHORT THE RIP (BEAR above) 14 36% 12.91% -3.04% | ~half have ended by now, 36% WR
TREND (BEAR below MA) 31 48% 10.82% -0.91% | most of the move likely done
(EV = WR x MFE - (1-WR) x 11.91% risk) | Stop: 49.11 (10.63% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
US Dollar Index (DXY) (DX-Y.NYB)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading DX-Y.NYB …
14003 rows | 1971-01-04 → 2026-02-24 Regression: 4650 day lookback R²=0.7608
DONCHIAN SLIM - DX-Y.NYB | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-23 (bar 21) - TREND
Entry: 97.60 -> Current: 97.87 (-0.28%) Pool: BEAR below 200MA (n=81)
DURATION | RETURN | SUCCESS RATE
Pctile: 21th | Current: -0.28% (49th pctile) | WR: 46.9%
Median: 38 bars Mean: 48 | MFE: 2.10% (retaining -13%) | Surv: 79.0% (>=21 bars)
P75: 64 P90: 96 | Hist med: -0.17% avg: 0.90% | From here: 43% pos (n=63)
| | Med remaining: -0.63%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 97.60) | STOP | EXPECTANCY - TREND
T1 0.73% -> 97 [x] | DC Upper: 98.08 | EV: +0.93% [+]
T2 2.12% -> 96 [ ] | (0.21% risk) | WR 47% x 3.41% rwd
T3 trail 6.56% -> 91 [ ] | 2-ATR: 99.11 | - 53% x 1.27% risk
| (1.27% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | DX-Y.NYB bearish 21 bars
---------------------------- ---- ----- ------- -------- | still early (21th pctile)
TREND (BULL above MA) 79 46% 2.47% +0.44% | This is a trend-following setup
BUY THE DIP (BULL below) 83 39% 1.95% -0.03% | -0.28% gain is around typical (49th)
SHORT THE RIP (BEAR above) 80 40% 2.35% +0.18% | most trends still going, 47% WR
TREND (BEAR below MA) 81 47% 3.13% +0.80% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.27% risk) | Stop: 98.08 (0.21% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
USD/JPY (USDJPY=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading USDJPY=X …
7602 rows | 1996-10-30 → 2026-02-24 Regression: 1740 day lookback R²=0.8567
DONCHIAN SLIM - USDJPY=X | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-26 (bar 21) - SHORT THE RIP
Entry: 155.17 -> Current: 155.83 (-0.43%) Pool: BEAR above 200MA (n=28)
DURATION | RETURN | SUCCESS RATE
Pctile: 14th | Current: -0.43% (50th pctile) | WR: 35.7%
Median: 36 bars Mean: 44 | MFE: 1.86% (retaining -23%) | Surv: 85.7% (>=21 bars)
P75: 55 P90: 74 | Hist med: -0.64% avg: 0.32% | From here: 21% pos (n=24)
| | Med remaining: -1.30%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 155.17) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.75% -> 152 [x] | DC Upper: 157.33 | EV: -0.00% [!]
T2 3.25% -> 150 [ ] | (0.96% risk) | WR 36% x 3.71% rwd
T3 trail 4.90% -> 148 [ ] | 2-ATR: 159.04 | - 64% x 2.06% risk
| (2.06% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | USDJPY=X bearish 21 bars
---------------------------- ---- ----- ------- -------- | still early (14th pctile)
TREND (BULL above MA) 35 37% 2.89% -0.23% | This is a short the rip setup
BUY THE DIP (BULL below) 31 42% 3.49% +0.27% | -0.43% gain is around typical (50th)
SHORT THE RIP (BEAR above) 28 36% 3.30% -0.15% < | most trends still going, 36% WR
TREND (BEAR below MA) 38 29% 3.83% -0.36% | most of the move likely done
(EV = WR x MFE - (1-WR) x 2.06% risk) | Stop: 157.33 (0.96% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
EUR/USD (EURUSD=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading EURUSD=X …
5768 rows | 2003-12-01 → 2026-02-24 Regression: 330 day lookback R²=0.7810
DONCHIAN SLIM - EURUSD=X | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-09-09 (bar 118) - TREND
Entry: 1.18 -> Current: 1.18 (+0.07%) Pool: BULL above 200MA (n=30)
DURATION | RETURN | SUCCESS RATE
Pctile: 90th | Current: 0.07% (53th pctile) | WR: 46.7%
Median: 53 bars Mean: 61 | MFE: 2.16% (retaining 3%) | Surv: 10.0% (>=118 bars)
P75: 79 P90: 116 | Hist med: -0.16% avg: 0.21% | From here: 0% pos (n=3)
| | Med remaining: -2.23%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 1.18) | STOP | EXPECTANCY - TREND
T1 1.08% -> 1 [x] | DC Lower: 1.17 | EV: +0.84% [+]
T2 2.92% -> 1 [ ] | (0.29% risk) | WR 47% x 3.34% rwd
T3 trail 6.24% -> 1 [ ] | 2-ATR: 1.16 | - 53% x 1.34% risk
| (1.34% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | EURUSD=X bullish 118 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (90th pctile)
TREND (BULL above MA) 30 47% 3.41% +0.88% < | This is a trend-following setup
BUY THE DIP (BULL below) 18 39% 2.93% +0.32% | 0.07% gain is around typical (53th)
SHORT THE RIP (BEAR above) 25 32% 2.16% -0.22% | very few last this long, 47% WR
TREND (BEAR below MA) 23 39% 2.72% +0.25% | most of the move likely done
(EV = WR x MFE - (1-WR) x 1.34% risk) | Stop: 1.17 (0.29% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Gold (GC=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading GC=F …
6394 rows | 2000-08-30 → 2026-02-24 Regression: 610 day lookback R²=0.9639
DONCHIAN SLIM - GC=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-06-13 (bar 175) - TREND
Entry: 3,431.20 -> Current: 5,160.50 (+50.40%) Pool: BULL above 200MA (n=57)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 50.40% (100th pctile) | WR: 49.1%
Median: 39 bars Mean: 46 | MFE: 62.81% (retaining 80%) | Surv: 0.0% (>=175 bars)
P75: 61 P90: 91 | Hist med: -0.26% avg: 2.37% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 3,431.20) | STOP | EXPECTANCY - TREND
T1 2.74% -> 3,525 [x] | DC Lower: 4,400.00 | EV: -4.24% [!]
T2 7.44% -> 3,687 [x] | (14.74% risk) | WR 49% x 0.00% rwd
T3 trail 13.38% -> 3,890 [x] | 2-ATR: 4,730.59 | - 51% x 8.33% risk
| (8.33% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | GC=F bullish 175 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 57 49% 7.85% -0.38% < | This is a trend-following setup
BUY THE DIP (BULL below) 19 47% 5.83% -1.62% | 50.40% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 54 22% 3.15% -5.78% | very few last this long, 49% WR
TREND (BEAR below MA) 23 35% 3.04% -4.38% | insufficient fwd data
(EV = WR x MFE - (1-WR) x 8.33% risk) | Stop: 4,400.00 (14.74% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Silver (SI=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading SI=F …
6396 rows | 2000-08-30 → 2026-02-24 Regression: 300 day lookback R²=0.8219
DONCHIAN SLIM - SI=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-06-02 (bar 184) - TREND
Entry: 34.56 -> Current: 87.07 (+151.92%) Pool: BULL above 200MA (n=56)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 151.92% (100th pctile) | WR: 39.3%
Median: 28 bars Mean: 38 | MFE: 250.95% (retaining 61%) | Surv: 0.0% (>=184 bars)
P75: 47 P90: 70 | Hist med: -2.49% avg: 1.60% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 34.56) | STOP | EXPECTANCY - TREND
T1 2.05% -> 35 [x] | DC Lower: 68.71 | EV: -12.88% [!]
T2 6.29% -> 37 [x] | (21.09% risk) | WR 39% x 0.00% rwd
T3 trail 17.52% -> 41 [x] | 2-ATR: 68.60 | - 61% x 21.21% risk
| (21.21% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SI=F bullish 184 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 56 39% 8.62% -9.49% < | This is a trend-following setup
BUY THE DIP (BULL below) 30 50% 8.65% -6.28% | 151.92% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 42 21% 5.70% -15.44% | very few last this long, 39% WR
TREND (BEAR below MA) 45 27% 5.14% -14.18% | insufficient fwd data
(EV = WR x MFE - (1-WR) x 21.21% risk) | Stop: 68.71 (21.09% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Natural Gas (NG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading NG=F …
6400 rows | 2000-08-30 → 2026-02-24 Regression: 520 day lookback R²=0.5971
DONCHIAN SLIM - NG=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-24 (bar 0) - TREND
Entry: 2.84 -> Current: 2.84 (+-0.00%) Pool: BEAR below 200MA (n=37)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: -0.00% (68th pctile) | WR: 32.4%
Median: 25 bars Mean: 40 | Hist med: -9.17% avg: -3.05% | Surv: 100.0% (>=0 bars)
P75: 58 P90: 98 | | From here: 32% pos (n=37)
| | Med remaining: -9.17%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2.84) | STOP | EXPECTANCY - TREND
T1 3.51% -> 3 [ ] | DC Upper: 7.83 | EV: -24.79% [!]
T2 9.09% -> 3 [ ] | (176.08% risk) | WR 32% x 13.20% rwd
T3 trail 26.98% -> 2 [ ] | 2-ATR: 4.05 | - 68% x 43.02% risk
| (43.02% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NG=F bearish 0 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 39 33% 20.83% -21.73% | This is a trend-following setup
BUY THE DIP (BULL below) 40 32% 17.58% -23.32% | -0.00% move is larger than most (68th)
SHORT THE RIP (BEAR above) 41 44% 14.79% -17.64% | most trends still going, 32% WR
TREND (BEAR below MA) 37 32% 13.20% -24.79% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 43.02% risk) | Stop: 7.83 (176.08% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Crude Oil (WTI) (CL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading CL=F …
6403 rows | 2000-08-23 → 2026-02-24 Regression: 510 day lookback R²=0.7876
DONCHIAN SLIM - CL=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-01-09 (bar 30) - TREND
Entry: 59.12 -> Current: 66.08 (+11.77%) Pool: BULL above 200MA (n=42)
DURATION | RETURN | SUCCESS RATE
Pctile: 36th | Current: 11.77% (86th pctile) | WR: 47.6%
Median: 43 bars Mean: 48 | MFE: 13.80% (retaining 85%) | Surv: 64.3% (>=30 bars)
P75: 64 P90: 91 | Hist med: -0.35% avg: 2.22% | From here: 33% pos (n=27)
| | Med remaining: -2.74%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 59.12) | STOP | EXPECTANCY - TREND
T1 5.64% -> 62 [x] | DC Lower: 60.14 | EV: -2.61% [!]
T2 10.86% -> 66 [x] | (8.99% risk) | WR 48% x 2.10% rwd
T3 trail 18.81% -> 70 [ ] | 2-ATR: 61.53 | - 52% x 6.89% risk
| (6.89% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | CL=F bullish 30 bars
---------------------------- ---- ----- ------- -------- | developing but has room (36th pctile)
TREND (BULL above MA) 42 48% 11.77% +1.99% < | This is a trend-following setup
BUY THE DIP (BULL below) 27 52% 14.99% +4.46% | 11.77% move is in the top tier (86th)
SHORT THE RIP (BEAR above) 43 35% 10.92% -0.68% | ~half have ended by now, 48% WR
TREND (BEAR below MA) 27 19% 8.36% -4.07% | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.89% risk) | Stop: 60.14 (8.99% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Copper (HG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading HG=F …
6399 rows | 2000-08-30 → 2026-02-24 Regression: 2670 day lookback R²=0.7847
DONCHIAN SLIM - HG=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-08-29 (bar 121) - TREND
Entry: 4.52 -> Current: 5.96 (+31.90%) Pool: BULL above 200MA (n=44)
DURATION | RETURN | SUCCESS RATE
Pctile: 95th | Current: 31.90% (93th pctile) | WR: 38.6%
Median: 31 bars Mean: 45 | MFE: 44.03% (retaining 72%) | Surv: 4.5% (>=121 bars)
P75: 58 P90: 91 | Hist med: -2.10% avg: 1.78% | From here: 100% pos (n=2)
| | Med remaining: 4.15%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 4.52) | STOP | EXPECTANCY - TREND
T1 3.08% -> 5 [x] | DC Lower: 5.57 | EV: -4.02% [!]
T2 5.47% -> 5 [x] | (6.56% risk) | WR 39% x 0.00% rwd
T3 trail 14.96% -> 5 [x] | 2-ATR: 5.57 | - 61% x 6.56% risk
| (6.56% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | HG=F bullish 121 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (95th pctile)
TREND (BULL above MA) 44 39% 7.84% -1.00% < | This is a trend-following setup
BUY THE DIP (BULL below) 33 42% 5.94% -1.25% | 31.90% move is in the top tier (93th)
SHORT THE RIP (BEAR above) 45 31% 5.76% -2.72% | very few last this long, 39% WR
TREND (BEAR below MA) 32 28% 4.12% -3.55% | history favours more (100%)
(EV = WR x MFE - (1-WR) x 6.56% risk) | Stop: 5.57 (6.56% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Platinum (PL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading PL=F …
6422 rows | 1997-10-29 → 2026-02-24 Regression: 300 day lookback R²=0.8957
DONCHIAN SLIM - PL=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 12) - SHORT THE RIP
Entry: 2,061.60 -> Current: 2,178.60 (-5.68%) Pool: BEAR above 200MA (n=42)
DURATION | RETURN | SUCCESS RATE
Pctile: 12th | Current: -5.68% (31th pctile) | WR: 33.3%
Median: 23 bars Mean: 33 | MFE: 2.38% (retaining -238%) | Surv: 88.1% (>=12 bars)
P75: 35 P90: 64 | Hist med: -1.89% avg: 0.03% | From here: 22% pos (n=37)
| | Med remaining: -2.65%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,061.60) | STOP | EXPECTANCY - SHORT THE RIP
T1 1.31% -> 2,035 [x] | DC Upper: 2,605.70 | EV: -2.89% [!]
T2 4.51% -> 1,969 [ ] | (19.60% risk) | WR 33% x 9.79% rwd
T3 trail 8.18% -> 1,893 [ ] | 2-ATR: 2,379.75 | - 67% x 9.23% risk
| (9.23% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PL=F bearish 12 bars
---------------------------- ---- ----- ------- -------- | still early (12th pctile)
TREND (BULL above MA) 53 38% 6.32% -3.36% | This is a short the rip setup
BUY THE DIP (BULL below) 40 35% 5.35% -4.13% | -5.68% gain is around typical (31th)
SHORT THE RIP (BEAR above) 42 33% 4.67% -4.60% < | most trends still going, 33% WR
TREND (BEAR below MA) 50 28% 3.79% -5.59% | most of the move likely done
(EV = WR x MFE - (1-WR) x 9.23% risk) | Stop: 2,605.70 (19.60% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Palladium (PA=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading PA=F …
6433 rows | 1998-09-28 → 2026-02-24 Regression: 300 day lookback R²=0.8588
DONCHIAN SLIM - PA=F | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2025-12-15 (bar 47) - TREND
Entry: 1,592.80 -> Current: 1,809.50 (+13.60%) Pool: BULL above 200MA (n=47)
DURATION | RETURN | SUCCESS RATE
Pctile: 68th | Current: 13.60% (77th pctile) | WR: 44.7%
Median: 29 bars Mean: 41 | MFE: 36.23% (retaining 38%) | Surv: 31.9% (>=47 bars)
P75: 59 P90: 85 | Hist med: -1.17% avg: 3.11% | From here: 57% pos (n=14)
| | Med remaining: 0.80%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 1,592.80) | STOP | EXPECTANCY - TREND
T1 2.16% -> 1,627 [x] | DC Lower: 1,549.50 | EV: -4.72% [!]
T2 4.95% -> 1,672 [x] | (14.37% risk) | WR 45% x 2.03% rwd
T3 trail 20.51% -> 1,920 [x] | 2-ATR: 1,625.39 | - 55% x 10.17% risk
| (10.17% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PA=F bullish 47 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (68th pctile)
TREND (BULL above MA) 47 45% 9.21% -1.51% < | This is a trend-following setup
BUY THE DIP (BULL below) 39 28% 7.28% -5.25% | 13.60% move is larger than most (77th)
SHORT THE RIP (BEAR above) 42 24% 5.60% -6.42% | majority already reversed, 45% WR
TREND (BEAR below MA) 45 33% 6.88% -4.49% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 10.17% risk) | Stop: 1,549.50 (14.37% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Alphabet (GOOGL) (GOOGL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading GOOGL …
5413 rows | 2004-08-19 → 2026-02-24 Regression: 4390 day lookback R²=0.9775
DONCHIAN SLIM - GOOGL | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-13 (bar 6) - SHORT THE RIP
Entry: 305.72 -> Current: 310.90 (-1.69%) Pool: BEAR above 200MA (n=46)
DURATION | RETURN | SUCCESS RATE
Pctile: 4th | Current: -1.69% (70th pctile) | WR: 21.7%
Median: 23 bars Mean: 28 | MFE: 3.10% (retaining -55%) | Surv: 95.7% (>=6 bars)
P75: 36 P90: 47 | Hist med: -4.73% avg: -3.61% | From here: 24% pos (n=41)
| | Med remaining: -3.71%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 305.72) | STOP | EXPECTANCY - SHORT THE RIP
T1 2.23% -> 299 [x] | DC Upper: 349.00 | EV: -3.66% [!]
T2 4.24% -> 293 [ ] | (12.25% risk) | WR 22% x 6.52% rwd
T3 trail 8.34% -> 280 [ ] | 2-ATR: 331.07 | - 78% x 6.49% risk
| (6.49% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | GOOGL bearish 6 bars
---------------------------- ---- ----- ------- -------- | still early (4th pctile)
TREND (BULL above MA) 44 52% 12.84% +3.62% | This is a short the rip setup
BUY THE DIP (BULL below) 22 45% 9.50% +0.78% | -1.69% move is larger than most (70th)
SHORT THE RIP (BEAR above) 46 22% 4.94% -4.00% < | most trends still going, 22% WR
TREND (BEAR below MA) 20 30% 7.30% -2.35% | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.49% risk) | Stop: 349.00 (12.25% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Amazon (AMZN) (AMZN) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading AMZN …
7239 rows | 1997-05-15 → 2026-02-24 Regression: 5000 day lookback R²=0.9616
DONCHIAN SLIM - AMZN | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 12) - TREND
Entry: 222.69 -> Current: 208.56 (+6.35%) Pool: BEAR below 200MA (n=32)
DURATION | RETURN | SUCCESS RATE
Pctile: 6th | Current: 6.35% (72th pctile) | WR: 34.4%
Median: 30 bars Mean: 35 | MFE: 11.99% (retaining 53%) | Surv: 93.8% (>=12 bars)
P75: 46 P90: 68 | Hist med: -4.97% avg: -2.65% | From here: 21% pos (n=29)
| | Med remaining: -6.21%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 222.69) | STOP | EXPECTANCY - TREND
T1 3.32% -> 215 [x] | DC Upper: 247.78 | EV: -1.95% [!]
T2 13.36% -> 193 [ ] | (18.81% risk) | WR 34% x 8.36% rwd
T3 trail 22.81% -> 172 [ ] | 2-ATR: 223.90 | - 66% x 7.35% risk
| (7.35% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AMZN bearish 12 bars
---------------------------- ---- ----- ------- -------- | still early (6th pctile)
TREND (BULL above MA) 57 53% 18.34% +6.17% | This is a trend-following setup
BUY THE DIP (BULL below) 27 33% 13.62% -0.36% | 6.35% move is larger than most (72th)
SHORT THE RIP (BEAR above) 52 27% 8.33% -3.13% | most trends still going, 34% WR
TREND (BEAR below MA) 32 34% 13.16% -0.30% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.35% risk) | Stop: 247.78 (18.81% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Apple (AAPL) (AAPL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading AAPL …
11391 rows | 1980-12-12 → 2026-02-24 Regression: 5000 day lookback R²=0.9753
DONCHIAN SLIM - AAPL | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-04 (bar 13) - TREND
Entry: 276.23 -> Current: 272.14 (-1.48%) Pool: BULL above 200MA (n=76)
DURATION | RETURN | SUCCESS RATE
Pctile: 8th | Current: -1.48% (39th pctile) | WR: 56.6%
Median: 38 bars Mean: 52 | MFE: 1.60% (retaining -93%) | Surv: 92.1% (>=13 bars)
P75: 68 P90: 108 | Hist med: 2.10% avg: 6.83% | From here: 40% pos (n=70)
| | Med remaining: -1.89%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 276.23) | STOP | EXPECTANCY - TREND
T1 6.16% -> 293 [ ] | DC Lower: 251.94 | EV: +9.42% [+]
T2 17.60% -> 325 [ ] | (7.42% risk) | WR 57% x 20.61% rwd
T3 trail 32.72% -> 367 [ ] | 2-ATR: 258.07 | - 43% x 5.17% risk
| (5.17% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AAPL bullish 13 bars
---------------------------- ---- ----- ------- -------- | still early (8th pctile)
TREND (BULL above MA) 76 57% 18.83% +8.41% < | This is a trend-following setup
BUY THE DIP (BULL below) 46 52% 19.94% +7.93% | -1.48% gain is around typical (39th)
SHORT THE RIP (BEAR above) 80 26% 7.63% -1.81% | most trends still going, 57% WR
TREND (BEAR below MA) 42 38% 12.64% +1.61% | most of the move likely done
(EV = WR x MFE - (1-WR) x 5.17% risk) | Stop: 251.94 (7.42% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Tesla (TSLA) (TSLA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading TSLA …
3938 rows | 2010-06-29 → 2026-02-24 Regression: 3930 day lookback R²=0.9113
DONCHIAN SLIM - TSLA | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-06 (bar 33) - SHORT THE RIP
Entry: 432.96 -> Current: 409.38 (+5.45%) Pool: BEAR above 200MA (n=26)
DURATION | RETURN | SUCCESS RATE
Pctile: 62th | Current: 5.45% (92th pctile) | WR: 23.1%
Median: 26 bars Mean: 34 | MFE: 10.49% (retaining 52%) | Surv: 38.5% (>=33 bars)
P75: 38 P90: 53 | Hist med: -6.88% avg: -5.96% | From here: 10% pos (n=10)
| | Med remaining: -7.69%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 432.96) | STOP | EXPECTANCY - SHORT THE RIP
T1 6.80% -> 404 [x] | DC Upper: 440.23 | EV: -3.61% [!]
T2 12.98% -> 377 [ ] | (7.54% risk) | WR 23% x 9.35% rwd
T3 trail 23.07% -> 333 [ ] | 2-ATR: 440.05 | - 77% x 7.49% risk
| (7.49% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | TSLA bearish 33 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (62th pctile)
TREND (BULL above MA) 29 34% 19.21% +1.71% | This is a short the rip setup
BUY THE DIP (BULL below) 14 64% 29.18% +16.09% | 5.45% move is in the top tier (92th)
SHORT THE RIP (BEAR above) 26 23% 14.29% -2.47% < | majority already reversed, 23% WR
TREND (BEAR below MA) 17 29% 13.04% -1.45% | most of the move likely done
(EV = WR x MFE - (1-WR) x 7.49% risk) | Stop: 440.23 (7.54% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Meta (META) (META)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading META …
3461 rows | 2012-05-18 → 2026-02-24 Regression: 930 day lookback R²=0.8740
DONCHIAN SLIM - META | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-01-26 (bar 20) - BUY THE DIP
Entry: 672.36 -> Current: 639.30 (-4.92%) Pool: all BULL (n=37)
DURATION | RETURN | SUCCESS RATE
Pctile: 14th | Current: -4.92% (32th pctile) | WR: 59.5%
Median: 54 bars Mean: 60 | MFE: 10.66% (retaining -46%) | Surv: 86.5% (>=20 bars)
P75: 77 P90: 106 | Hist med: 1.21% avg: 9.68% | From here: 50% pos (n=32)
| | Med remaining: 0.13%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 672.36) | STOP | EXPECTANCY - BUY THE DIP
T1 5.77% -> 711 [x] | DC Lower: 628.15 | EV: +10.79% [+]
T2 11.84% -> 752 [ ] | (1.74% risk) | WR 59% x 23.00% rwd
T3 trail 33.25% -> 896 [ ] | 2-ATR: 593.85 | - 41% x 7.11% risk
| (7.11% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | META bullish 20 bars
---------------------------- ---- ----- ------- -------- | still early (14th pctile)
TREND (BULL above MA) 28 61% 12.66% +4.89% | This is a buy the dip setup
BUY THE DIP (BULL below) 7 57% 39.50% +19.52% < | -4.92% gain is around typical (32th)
SHORT THE RIP (BEAR above) 27 15% 6.81% -5.05% | most trends still going, 59% WR
TREND (BEAR below MA) 8 62% 18.28% +8.76% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 7.11% risk) | Stop: 628.15 (1.74% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Microsoft (MSFT) (MSFT)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading MSFT …
10065 rows | 1986-03-13 → 2026-02-24 Regression: 3760 day lookback R²=0.9814
DONCHIAN SLIM - MSFT | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2025-11-06 (bar 73) - TREND
Entry: 495.04 -> Current: 389.00 (+21.42%) Pool: BEAR below 200MA (n=39)
DURATION | RETURN | SUCCESS RATE
Pctile: 92th | Current: 21.42% (97th pctile) | WR: 30.8%
Median: 32 bars Mean: 38 | MFE: 22.89% (retaining 94%) | Surv: 7.7% (>=73 bars)
P75: 44 P90: 71 | Hist med: -4.12% avg: -2.90% | From here: 33% pos (n=3)
| | Med remaining: -1.31%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 495.04) | STOP | EXPECTANCY - TREND
T1 2.08% -> 485 [x] | DC Upper: 482.64 | EV: -4.62% [!]
T2 7.78% -> 457 [x] | (24.07% risk) | WR 31% x 0.00% rwd
T3 trail 12.66% -> 432 [x] | 2-ATR: 414.98 | - 69% x 6.68% risk
| (6.68% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MSFT bearish 73 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (92th pctile)
TREND (BULL above MA) 80 48% 12.55% +2.46% | This is a trend-following setup
BUY THE DIP (BULL below) 29 55% 16.11% +5.89% | 21.42% move is in the top tier (97th)
SHORT THE RIP (BEAR above) 70 20% 5.84% -4.18% | very few last this long, 31% WR
TREND (BEAR below MA) 39 31% 7.50% -2.31% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.68% risk) | Stop: 482.64 (24.07% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
NVIDIA (NVDA) (NVDA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading NVDA …
6814 rows | 1999-01-22 → 2026-02-24 Regression: 3470 day lookback R²=0.9697
DONCHIAN SLIM - NVDA | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-04 (bar 13) - SHORT THE RIP
Entry: 174.19 -> Current: 192.85 (-10.71%) Pool: BEAR above 200MA (n=52)
DURATION | RETURN | SUCCESS RATE
Pctile: 17th | Current: -10.71% (35th pctile) | WR: 19.2%
Median: 24 bars Mean: 32 | MFE: 1.81% (retaining -591%) | Surv: 82.7% (>=13 bars)
P75: 41 P90: 72 | Hist med: -7.98% avg: -6.21% | From here: 21% pos (n=42)
| | Med remaining: -6.01%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 174.19) | STOP | EXPECTANCY - SHORT THE RIP
T1 2.69% -> 170 [ ] | DC Upper: 194.49 | EV: -1.93% [!]
T2 8.01% -> 160 [ ] | (0.85% risk) | WR 19% x 18.10% rwd
T3 trail 17.30% -> 144 [ ] | 2-ATR: 205.78 | - 81% x 6.70% risk
| (6.70% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NVDA bearish 13 bars
---------------------------- ---- ----- ------- -------- | still early (17th pctile)
TREND (BULL above MA) 50 58% 23.71% +10.94% | This is a short the rip setup
BUY THE DIP (BULL below) 22 50% 27.09% +10.20% | -10.71% gain is around typical (35th)
SHORT THE RIP (BEAR above) 52 19% 9.33% -3.62% < | most trends still going, 19% WR
TREND (BEAR below MA) 20 60% 25.29% +12.49% | most of the move likely done
(EV = WR x MFE - (1-WR) x 6.70% risk) | Stop: 194.49 (0.85% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Netflix (NFLX) (NFLX)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading NFLX …
5977 rows | 2002-05-23 → 2026-02-24 Regression: 5000 day lookback R²=0.9305
DONCHIAN SLIM - NFLX | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2025-10-01 (bar 99) - TREND
Entry: 117.09 -> Current: 78.04 (+33.35%) Pool: BEAR below 200MA (n=18)
DURATION | RETURN | SUCCESS RATE
Pctile: 100th | Current: 33.35% (100th pctile) | WR: 27.8%
Median: 30 bars Mean: 35 | MFE: 35.94% (retaining 93%) | Surv: 0.0% (>=99 bars)
P75: 52 P90: 63 | Hist med: -6.30% avg: -4.77% |
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 117.09) | STOP | EXPECTANCY - TREND
T1 2.31% -> 114 [x] | DC Upper: 86.47 | EV: -4.70% [!]
T2 8.12% -> 108 [x] | (10.80% risk) | WR 28% x 0.00% rwd
T3 trail 21.50% -> 92 [x] | 2-ATR: 83.12 | - 72% x 6.51% risk
| (6.51% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | NFLX bearish 99 bars
---------------------------- ---- ----- ------- -------- | extended well beyond typical (100th pctile)
TREND (BULL above MA) 47 49% 19.96% +6.44% | This is a trend-following setup
BUY THE DIP (BULL below) 19 53% 23.25% +9.16% | 33.35% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 48 17% 6.93% -4.27% | very few last this long, 28% WR
TREND (BEAR below MA) 18 28% 10.64% -1.74% < | insufficient fwd data
(EV = WR x MFE - (1-WR) x 6.51% risk) | Stop: 86.47 (10.80% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Palantir (PLTR) (PLTR) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading PLTR … 1356 rows | 2020-09-30 → 2026-02-24 Regression: 820 day lookback R²=0.9580
DONCHIAN SLIM - PLTR | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-02 (bar 35) - TREND
Entry: 167.86 -> Current: 128.84 (+23.25%) Pool: all BEAR (n=17)
DURATION | RETURN | SUCCESS RATE
Pctile: 59th | Current: 23.25% (94th pctile) | WR: 11.8%
Median: 26 bars Mean: 35 | MFE: 24.80% (retaining 94%) | Surv: 41.2% (>=35 bars)
P75: 42 P90: 65 | Hist med: -19.86% avg: -12.65% | From here: 14% pos (n=7)
| | Med remaining: -12.05%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 167.86) | STOP | EXPECTANCY - TREND
T1 5.26% -> 159 [x] | DC Upper: 169.44 | EV: -11.85% [!]
T2 10.30% -> 151 [x] | (31.51% risk) | WR 12% x 0.00% rwd
T3 trail 15.67% -> 142 [x] | 2-ATR: 146.14 | - 88% x 13.43% risk
| (13.43% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | PLTR bearish 35 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (59th pctile)
TREND (BULL above MA) 11 45% 39.13% +10.46% | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 23.25% move is in the top tier (94th)
SHORT THE RIP (BEAR above) 8 0% 8.46% -13.43% | ~half have ended by now, 12% WR
TREND (BEAR below MA) 6 33% 19.98% -2.29% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 13.43% risk) | Stop: 169.44 (31.51% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Oracle (ORCL) (ORCL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading ORCL …
10066 rows | 1986-03-12 → 2026-02-24 Regression: 5000 day lookback R²=0.9308
DONCHIAN SLIM - ORCL | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-21 (bar 23) - TREND
Entry: 173.88 -> Current: 146.14 (+15.95%) Pool: BEAR below 200MA (n=35)
DURATION | RETURN | SUCCESS RATE
Pctile: 46th | Current: 15.95% (91th pctile) | WR: 31.4%
Median: 28 bars Mean: 34 | MFE: 22.22% (retaining 72%) | Surv: 54.3% (>=23 bars)
P75: 47 P90: 62 | Hist med: -5.95% avg: -2.15% | From here: 16% pos (n=19)
| | Med remaining: -6.71%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 173.88) | STOP | EXPECTANCY - TREND
T1 1.96% -> 170 [x] | DC Upper: 181.68 | EV: -7.92% [!]
T2 10.60% -> 155 [x] | (24.32% risk) | WR 31% x 1.16% rwd
T3 trail 18.88% -> 141 [x] | 2-ATR: 163.79 | - 69% x 12.08% risk
| (12.08% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ORCL bearish 23 bars
---------------------------- ---- ----- ------- -------- | developing but has room (46th pctile)
TREND (BULL above MA) 82 49% 13.96% +0.63% | This is a trend-following setup
BUY THE DIP (BULL below) 32 56% 18.00% +4.84% | 15.95% move is in the top tier (91th)
SHORT THE RIP (BEAR above) 79 25% 6.42% -7.39% | ~half have ended by now, 31% WR
TREND (BEAR below MA) 35 31% 10.48% -4.99% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 12.08% risk) | Stop: 181.68 (24.32% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
AMD (AMD) (AMD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading AMD …
11579 rows | 1980-03-17 → 2026-02-24 Regression: 3360 day lookback R²=0.9130
DONCHIAN SLIM - AMD | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-02-05 (bar 12) - SHORT THE RIP
Entry: 192.50 -> Current: 213.84 (-11.09%) Pool: BEAR above 200MA (n=68)
DURATION | RETURN | SUCCESS RATE
Pctile: 9th | Current: -11.09% (41th pctile) | WR: 33.8%
Median: 34 bars Mean: 41 | Hist med: -7.37% avg: -1.89% | Surv: 91.2% (>=12 bars)
P75: 55 P90: 92 | | From here: 26% pos (n=61)
| | Med remaining: -5.84%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 192.50) | STOP | EXPECTANCY - SHORT THE RIP
T1 4.40% -> 184 [ ] | DC Upper: 260.53 | EV: -0.96% [!]
T2 12.02% -> 169 [ ] | (21.83% risk) | WR 34% x 21.33% rwd
T3 trail 21.42% -> 151 [ ] | 2-ATR: 240.26 | - 66% x 12.36% risk
| (12.36% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | AMD bearish 12 bars
---------------------------- ---- ----- ------- -------- | still early (9th pctile)
TREND (BULL above MA) 69 35% 17.76% -1.88% | This is a short the rip setup
BUY THE DIP (BULL below) 62 47% 25.53% +5.37% | -11.09% gain is around typical (41th)
SHORT THE RIP (BEAR above) 68 34% 12.61% -3.91% < | most trends still going, 34% WR
TREND (BEAR below MA) 62 42% 17.35% +0.10% | most of the move likely done
(EV = WR x MFE - (1-WR) x 12.36% risk) | Stop: 260.53 (21.83% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
MicroStrategy (MSTR) (MSTR)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading MSTR …
6969 rows | 1998-06-11 → 2026-02-24 Regression: 950 day lookback R²=0.8285
DONCHIAN SLIM - MSTR | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-29 (bar 17) - TREND
Entry: 143.19 -> Current: 124.61 (+12.98%) Pool: BEAR below 200MA (n=33)
DURATION | RETURN | SUCCESS RATE
Pctile: 24th | Current: 12.98% (76th pctile) | WR: 36.4%
Median: 32 bars Mean: 36 | MFE: 27.25% (retaining 48%) | Surv: 75.8% (>=17 bars)
P75: 49 P90: 63 | Hist med: -7.31% avg: -0.78% | From here: 33% pos (n=24)
| | Med remaining: -5.91%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 143.19) | STOP | EXPECTANCY - TREND
T1 4.62% -> 137 [x] | DC Upper: 165.72 | EV: -9.25% [!]
T2 13.84% -> 123 [x] | (32.99% risk) | WR 36% x 7.45% rwd
T3 trail 31.56% -> 98 [ ] | 2-ATR: 148.03 | - 64% x 18.79% risk
| (18.79% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | MSTR bearish 17 bars
---------------------------- ---- ----- ------- -------- | still early (24th pctile)
TREND (BULL above MA) 42 48% 16.85% -1.82% | This is a trend-following setup
BUY THE DIP (BULL below) 34 47% 25.44% +2.02% | 12.98% move is larger than most (76th)
SHORT THE RIP (BEAR above) 42 31% 11.66% -9.37% | most trends still going, 36% WR
TREND (BEAR below MA) 33 36% 16.67% -5.90% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 18.79% risk) | Stop: 165.72 (32.99% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Robinhood (HOOD) (HOOD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading HOOD …
1148 rows | 2021-07-29 → 2026-02-24
Regression: 620 day lookback R²=0.9426
DONCHIAN SLIM - HOOD | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2025-11-20 (bar 63) - TREND
Entry: 106.21 -> Current: 73.39 (+30.90%) Pool: all BEAR (n=9)
DURATION | RETURN | SUCCESS RATE
Pctile: 78th | Current: 30.90% (100th pctile) | WR: 22.2%
Median: 30 bars Mean: 37 | MFE: 34.83% (retaining 89%) | Surv: 22.2% (>=63 bars)
P75: 45 P90: 74 | Hist med: -8.98% avg: -8.25% | From here: 0% pos (n=2)
| | Med remaining: -7.77%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 106.21) | STOP | EXPECTANCY - TREND
T1 5.81% -> 100 [x] | DC Upper: 109.05 | EV: -12.69% [!]
T2 9.94% -> 96 [x] | (48.59% risk) | WR 22% x 1.49% rwd
T3 trail 33.99% -> 70 [x] | 2-ATR: 85.68 | - 78% x 16.74% risk
| (16.74% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | HOOD bearish 63 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (78th pctile)
TREND (BULL above MA) 7 86% 67.07% +55.10% | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | 30.90% move is in the top tier (100th)
SHORT THE RIP (BEAR above) 5 20% 0.00% - | majority already reversed, 22% WR
TREND (BEAR below MA) - - - - | most of the move likely done
(EV = WR x MFE - (1-WR) x 16.74% risk) | Stop: 109.05 (48.59% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Circle (CRCL) (CRCL) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading CRCL … 181 rows | 2025-06-05 → 2026-02-24 ⚠ REGRESSION SKIPPED: Not enough rows (181). Need ≥305. ⚠ Insufficient Donchian history for Circle (CRCL) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Bitcoin (BTC) (BTC-USD) ▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓ Downloading BTC-USD …
4179 rows | 2014-09-17 → 2026-02-24 Regression: 1350 day lookback R²=0.8899
DONCHIAN SLIM - BTC-USD | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-25 (bar 30) - TREND
Entry: 86,572.22 -> Current: 64,079.34 (+25.98%) Pool: BEAR below 200MA (n=12)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 25.98% (83th pctile) | WR: 50.0%
Median: 30 bars Mean: 48 | MFE: 30.61% (retaining 85%) | Surv: 50.0% (>=30 bars)
P75: 58 P90: 94 | Hist med: -0.49% avg: 4.63% | From here: 50% pos (n=6)
| | Med remaining: -0.06%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 86,572.22) | STOP | EXPECTANCY - TREND
T1 9.81% -> 78,083 [x] | DC Upper: 73,161.55 | EV: -5.47% [!]
T2 15.67% -> 73,003 [x] | (14.17% risk) | WR 50% x 0.00% rwd
T3 trail 24.98% -> 64,943 [x] | 2-ATR: 71,095.00 | - 50% x 10.95% risk
| (10.95% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | BTC-USD bearish 30 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 24 58% 24.98% +10.01% | This is a trend-following setup
BUY THE DIP (BULL below) 17 53% 34.98% +13.37% | 25.98% move is larger than most (83th)
SHORT THE RIP (BEAR above) 28 36% 11.81% -2.82% | ~half have ended by now, 50% WR
TREND (BEAR below MA) 12 50% 16.82% +2.94% < | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 10.95% risk) | Stop: 73,161.55 (14.17% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Ethereum (ETH) (ETH-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading ETH-USD …
3030 rows | 2017-11-09 → 2026-02-24 Regression: 2760 day lookback R²=0.6840
DONCHIAN SLIM - ETH-USD | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-20 (bar 35) - TREND
Entry: 2,935.61 -> Current: 1,857.55 (+36.72%) Pool: BEAR below 200MA (n=10)
DURATION | RETURN | SUCCESS RATE
Pctile: 50th | Current: 36.72% (90th pctile) | WR: 30.0%
Median: 36 bars Mean: 39 | MFE: 40.43% (retaining 91%) | Surv: 50.0% (>=35 bars)
P75: 44 P90: 80 | Hist med: -9.76% avg: 0.10% | From here: 40% pos (n=5)
| | Med remaining: -7.36%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 2,935.61) | STOP | EXPECTANCY - TREND
T1 5.98% -> 2,760 [x] | DC Upper: 2,167.14 | EV: -9.19% [!]
T2 9.11% -> 2,668 [x] | (16.67% risk) | WR 30% x 0.00% rwd
T3 trail 23.92% -> 2,233 [x] | 2-ATR: 2,101.33 | - 70% x 13.12% risk
| (13.12% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | ETH-USD bearish 35 bars
---------------------------- ---- ----- ------- -------- | mature, past the halfway mark (50th pctile)
TREND (BULL above MA) 11 55% 29.18% +9.95% | This is a trend-following setup
BUY THE DIP (BULL below) 16 50% 29.40% +8.14% | 36.72% move is in the top tier (90th)
SHORT THE RIP (BEAR above) 16 38% 17.81% -1.52% | ~half have ended by now, 30% WR
TREND (BEAR below MA) 10 30% 13.00% -5.28% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 13.12% risk) | Stop: 2,167.14 (16.67% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Solana (SOL) (SOL-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading SOL-USD …
2147 rows | 2020-04-10 → 2026-02-24 Regression: 1240 day lookback R²=0.6823
DONCHIAN SLIM - SOL-USD | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-25 (bar 30) - TREND
Entry: 118.77 -> Current: 79.09 (+33.41%) Pool: BEAR below 200MA (n=10)
DURATION | RETURN | SUCCESS RATE
Pctile: 40th | Current: 33.41% (80th pctile) | WR: 30.0%
Median: 38 bars Mean: 41 | MFE: 42.17% (retaining 79%) | Surv: 60.0% (>=30 bars)
P75: 57 P90: 63 | Hist med: -3.87% avg: 3.45% | From here: 17% pos (n=6)
| | Med remaining: -4.73%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 118.77) | STOP | EXPECTANCY - TREND
T1 16.77% -> 99 [x] | DC Upper: 92.90 | EV: -9.27% [!]
T2 20.13% -> 95 [x] | (17.47% risk) | WR 30% x 3.94% rwd
T3 trail 41.28% -> 70 [x] | 2-ATR: 90.89 | - 70% x 14.93% risk
| (14.93% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SOL-USD bearish 30 bars
---------------------------- ---- ----- ------- -------- | developing but has room (40th pctile)
TREND (BULL above MA) 9 33% 40.90% +3.68% | This is a trend-following setup
BUY THE DIP (BULL below) 11 55% 40.19% +15.14% | 33.41% move is larger than most (80th)
SHORT THE RIP (BEAR above) 9 33% 24.50% -1.79% | ~half have ended by now, 30% WR
TREND (BEAR below MA) 10 30% 26.06% -2.63% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 14.93% risk) | Stop: 92.90 (17.47% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
BNB (BNB-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading BNB-USD …
3030 rows | 2017-11-09 → 2026-02-24 Regression: 3020 day lookback R²=0.8161
DONCHIAN SLIM - BNB-USD | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2026-01-31 (bar 24) - TREND
Entry: 780.48 -> Current: 585.28 (+25.01%) Pool: BEAR below 200MA (n=14)
DURATION | RETURN | SUCCESS RATE
Pctile: 29th | Current: 25.01% (79th pctile) | WR: 35.7%
Median: 40 bars Mean: 43 | MFE: 26.11% (retaining 96%) | Surv: 71.4% (>=24 bars)
P75: 52 P90: 83 | Hist med: -4.76% avg: 1.21% | From here: 20% pos (n=10)
| | Med remaining: -2.83%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 780.48) | STOP | EXPECTANCY - TREND
T1 4.38% -> 746 [x] | DC Upper: 699.75 | EV: -5.92% [!]
T2 11.83% -> 688 [x] | (19.56% risk) | WR 36% x 2.20% rwd
T3 trail 29.97% -> 547 [ ] | 2-ATR: 646.35 | - 64% x 10.43% risk
| (10.43% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | BNB-USD bearish 24 bars
---------------------------- ---- ----- ------- -------- | developing but has room (29th pctile)
TREND (BULL above MA) 15 40% 23.37% +3.09% | This is a trend-following setup
BUY THE DIP (BULL below) 13 54% 24.29% +8.26% | 25.01% move is larger than most (79th)
SHORT THE RIP (BEAR above) 14 36% 18.57% -0.08% | most trends still going, 36% WR
TREND (BEAR below MA) 14 36% 15.39% -1.21% < | most of the move likely done
(EV = WR x MFE - (1-WR) x 10.43% risk) | Stop: 699.75 (19.56% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
TRON (TRX) (TRX-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading TRX-USD …
3030 rows | 2017-11-09 → 2026-02-24
Regression: 1210 day lookback R²=0.9514
DONCHIAN SLIM - TRX-USD | 2026-02-24
--------------------------------------------------------------------------------------------------------------------------------
BULL since 2026-02-21 (bar 3) - BUY THE DIP
Entry: 0.29 -> Current: 0.28 (-1.98%) Pool: BULL below 200MA (n=11)
DURATION | RETURN | SUCCESS RATE
Pctile: 0th | Current: -1.98% (45th pctile) | WR: 45.5%
Median: 38 bars Mean: 51 | MFE: 0.74% (retaining -269%) | Surv: 100.0% (>=3 bars)
P75: 56 P90: 84 | Hist med: -1.37% avg: 8.09% | From here: 45% pos (n=11)
| | Med remaining: -2.57%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 0.29) | STOP | EXPECTANCY - BUY THE DIP
T1 6.48% -> 0 [ ] | DC Lower: 0.27 | EV: +14.59% [+]
T2 29.36% -> 0 [ ] | (5.31% risk) | WR 45% x 36.37% rwd
T3 trail 65.16% -> 0 [ ] | 2-ATR: 0.27 | - 55% x 3.56% risk
| (3.56% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | TRX-USD bullish 3 bars
---------------------------- ---- ----- ------- -------- | still early (0th pctile)
TREND (BULL above MA) 14 64% 30.22% +18.15% | This is a buy the dip setup
BUY THE DIP (BULL below) 11 45% 33.67% +13.36% < | -1.98% gain is around typical (45th)
SHORT THE RIP (BEAR above) 16 38% 14.77% +3.31% | most trends still going, 45% WR
TREND (BEAR below MA) 10 40% 15.46% +4.05% | remaining upside ~coin flip
(EV = WR x MFE - (1-WR) x 3.56% risk) | Stop: 0.27 (5.31% away)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Sui (SUI) (SUI-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
Downloading SUI-USD …
810 rows | 2022-03-18 → 2024-06-04
Regression: 470 day lookback R²=0.6905
DONCHIAN SLIM - SUI-USD | 2024-06-04
--------------------------------------------------------------------------------------------------------------------------------
BEAR since 2024-04-12 (bar 53) - TREND
Entry: 0.00 -> Current: 0.00 (-14.94%) Pool: all BEAR (n=5)
DURATION | RETURN | SUCCESS RATE
Pctile: 80th | Current: -14.94% (40th pctile) | WR: 20.0%
Median: 39 bars Mean: 59 | MFE: 54.02% (retaining -28%) | Surv: 20.0% (>=53 bars)
P75: 46 P90: 122 | Hist med: -14.26% avg: -37.65% | From here: 100% pos (n=1)
| | Med remaining: 21.14%
-----------------------------------------+------------------------------------------+-----------------------------------------
TAKE PROFIT (entry 0.00) | STOP | EXPECTANCY - TREND
| DC Upper: 0.00 | Insufficient data
| (130.00% risk) |
| 2-ATR: 0.00 |
| (51.73% risk) |
-----------------------------------------+------------------------------------------+-----------------------------------------
ALL SETUPS - historical EV | SUMMARY
Setup n WR MFE EV | SUI-USD bearish 53 bars
---------------------------- ---- ----- ------- -------- | getting long in the tooth (80th pctile)
TREND (BULL above MA) - - - - | This is a trend-following setup
BUY THE DIP (BULL below) - - - - | -14.94% gain is around typical (40th)
SHORT THE RIP (BEAR above) - - - - | very few last this long, 20% WR
TREND (BEAR below MA) - - - - | history favours more (100%)
(EV = WR x MFE - (1-WR) x 51.73% risk) | Stop: 0.00 (130.00% away)
================================================================================
SUMMARY — BEST-FIT REGRESSION FOR ALL TICKERS
================================================================================
Ticker Name Lookback R² P-Value
--------------------------------------------------------------------------------
^GSPC S&P 500 4230 0.9809 0.00e+00
^NDX Nasdaq 100 4250 0.9846 0.00e+00
^RUT Russell 2000 4180 0.9083 0.00e+00
ES=F S&P 500 Futures (ES) 4230 0.9812 0.00e+00
NQ=F Nasdaq 100 Futures (NQ) 4250 0.9849 0.00e+00
SMH Semiconductors (SMH) 3660 0.9758 0.00e+00
MAGS Magnificent 7 (MAGS) 720 0.9382 0.00e+00
XLK Tech Select (XLK) 4370 0.9846 0.00e+00
URA Uranium (URA) 1810 0.8619 0.00e+00
DX-Y.NYB US Dollar Index (DXY) 4650 0.7608 0.00e+00
USDJPY=X USD/JPY 1740 0.8567 0.00e+00
EURUSD=X EUR/USD 330 0.7810 3.44e-110
GC=F Gold 610 0.9639 0.00e+00
SI=F Silver 300 0.8219 1.17e-113
NG=F Natural Gas 520 0.5971 2.48e-104
CL=F Crude Oil (WTI) 510 0.7876 5.03e-173
HG=F Copper 2670 0.7847 0.00e+00
PL=F Platinum 300 0.8957 2.42e-148
PA=F Palladium 300 0.8588 1.10e-128
GOOGL Alphabet (GOOGL) 4390 0.9775 0.00e+00
AMZN Amazon (AMZN) 5000 0.9616 0.00e+00
AAPL Apple (AAPL) 5000 0.9753 0.00e+00
TSLA Tesla (TSLA) 3930 0.9113 0.00e+00
META Meta (META) 930 0.8740 0.00e+00
MSFT Microsoft (MSFT) 3760 0.9814 0.00e+00
NVDA NVIDIA (NVDA) 3470 0.9697 0.00e+00
NFLX Netflix (NFLX) 5000 0.9305 0.00e+00
PLTR Palantir (PLTR) 820 0.9580 0.00e+00
ORCL Oracle (ORCL) 5000 0.9308 0.00e+00
AMD AMD (AMD) 3360 0.9130 0.00e+00
MSTR MicroStrategy (MSTR) 950 0.8285 0.00e+00
HOOD Robinhood (HOOD) 620 0.9426 0.00e+00
BTC-USD Bitcoin (BTC) 1350 0.8899 0.00e+00
ETH-USD Ethereum (ETH) 2760 0.6840 0.00e+00
SOL-USD Solana (SOL) 1240 0.6823 1.59e-310
BNB-USD BNB 3020 0.8161 0.00e+00
TRX-USD TRON (TRX) 1210 0.9514 0.00e+00
SUI-USD Sui (SUI) 470 0.6905 2.87e-121
⚠ Skipped 1 ticker(s):
CRCL Circle (CRCL) regression: Not enough rows (181). Need ≥305.